+942.9%
STRL vs UPRO
+102.9%
+840.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +23.4% | +9.7% | +13.8% | +17.9% |
| 30D | -39.5% | -9.8% | -29.7% | -35.9% |
| 3M | -45.1% | -9.1% | -36.0% | -42.0% |
| 6M | -64.6% | +0.9% | -65.5% | -64.4% |
| YTD | -1.5% | +21.9% | -23.4% | -9.2% |
| 1Y | -20.8% | +19.8% | -40.6% | -25.9% |
| 3Y | +353.1% | +227.4% | +125.8% | +186.1% |
| 5Y | +942.9% | +100.1% | +842.8% | +634.2% |
| All | +942.9% | +102.9% | +840.0% | +634.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling